ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4497	3.98
$α$	0.1140	2.90
$β$	0.7874	17.15
$γ_{1}$	-0.3295	-0.74
$γ_{2}$	0.3141	0.48
$γ_{3}$	-0.3467	-0.83
$γ_{4}$	1.0127	2.95
$γ_{5}$	-1.1660	-3.49
$γ_{6}$	1.1690	3.39
$γ_{7}$	-1.3285	-3.57
$γ_{8}$	0.7117	2.19
$γ_{9}$	0.1366	0.61

V-Lab

Vanguard Short-Term Inflation-Protected Securities ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.53% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Short-Term Inflation-Protected Securities ETF Analyses